Selecting copulas for risk management

Erik Kole, CG (Kees) Koedijk, Marno Verbeek

Research output: Contribution to journalArticleAcademicpeer-review

206 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)2405-2423
Number of pages19
JournalJournal of Banking and Finance
Volume31
Issue number8
DOIs
Publication statusPublished - 2007

Research programs

  • EUR ESE 01
  • EUR ESE 31
  • RSM F&A

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